Al'bert Nikolayevich Shiryaev ' onMouseout='HidePop("51767")' href="/topics/Shchyolkovo">Shchyolkovo

Shchyolkovo

Shchyolkovo is a city and the administrative center of Shchyolskovsky District in Moscow Oblast, Russia, located on the Klyazma River , northeast of Moscow. Population: 112,865 ; 109,255 ; 91,000 . The settlement dates back to the 16th century. Town status granted to it in 1925...

, Moscow Oblast

Moscow Oblast

Moscow Oblast , or Podmoskovye , is a federal subject of Russia . Its area, at , is relatively small compared to other federal subjects, but it is one of the most densely populated regions in the country and, with the 2010 population of 7,092,941, is the second most populous federal subject...

, Russia

Russia

Russia or , officially known as both Russia and the Russian Federation , is a country in northern Eurasia. It is a federal semi-presidential republic, comprising 83 federal subjects...

) is a Soviet and Russian mathematician

Mathematician

A mathematician is a person whose primary area of study is the field of mathematics. Mathematicians are concerned with quantity, structure, space, and change....

. He is known for his work in probability

Probability

Probability is ordinarily used to describe an attitude of mind towards some proposition of whose truth we arenot certain. The proposition of interest is usually of the form "Will a specific event occur?" The attitude of mind is of the form "How certain are we that the event will occur?" The...

 theory, statistics

Statistics

Statistics is the study of the collection, organization, analysis, and interpretation of data. It deals with all aspects of this, including the planning of data collection in terms of the design of surveys and experiments....

 and financial mathematics.

He graduated from Moscow State University

Moscow State University

Lomonosov Moscow State University , previously known as Lomonosov University or MSU , is the largest university in Russia. Founded in 1755, it also claims to be one of the oldest university in Russia and to have the tallest educational building in the world. Its current rector is Viktor Sadovnichiy...

 in 1957. From that time till now he has been working in Steklov Mathematical Institute. He earned his candidate degree in 1961 (Andrey Kolmogorov

Andrey Kolmogorov

Andrey Nikolaevich Kolmogorov was a Soviet mathematician, preeminent in the 20th century, who advanced various scientific fields, among them probability theory, topology, intuitionistic logic, turbulence, classical mechanics and computational complexity.-Early life:Kolmogorov was born at Tambov...

 was his advisor) and a doctoral degree in 1967 for his work "On statistical sequential analysis". He is a professor of the department of mechanics and mathematics of Moscow State University, since 1971. He was elected a corresponding member of the Russian Academy of Sciences

Russian Academy of Sciences

The Russian Academy of Sciences consists of the national academy of Russia and a network of scientific research institutes from across the Russian Federation as well as auxiliary scientific and social units like libraries, publishers and hospitals....

 in 1997. Shiryaev holds a 20% permanent professorial position at the School of Mathematics, University of Manchester

School of Mathematics, University of Manchester

The School of Mathematics at the University of Manchester is one of the largest mathematics departments in the United Kingdom, with around 80 academic staff and an undergraduate intake of roughly 400 a year and another 200 postgraduate students...

.

Contributions

His scientific work concerns different aspects of probability theory

Probability theory

Probability theory is the branch of mathematics concerned with analysis of random phenomena. The central objects of probability theory are random variables, stochastic processes, and events: mathematical abstractions of non-deterministic events or measured quantities that may either be single...

, statistics

Statistics

Statistics is the study of the collection, organization, analysis, and interpretation of data. It deals with all aspects of this, including the planning of data collection in terms of the design of surveys and experiments....

 and its applications. He has contributions to:

• Nonlinear theory of stationary stochastic processes
• Problems of fast detection of random effects (A.N. Kolmogorov Prize of Russian Academy of Sciences, 1994)
• Problems of optimal nonlinear filtration, stochastic differential equations (A.N. Markov Prize of USSR Academy of Sciences
  Russian Academy of Sciences
  The Russian Academy of Sciences consists of the national academy of Russia and a network of scientific research institutes from across the Russian Federation as well as auxiliary scientific and social units like libraries, publishers and hospitals....
  
  , 1974)
• Problems of stochastic optimization, including "Optimal stopping rule
  Stopping rule
  In probability theory, in particular in the study of stochastic processes, a stopping time is a specific type of “random time”....
  
  s"
• Problems of general stochastic theory and martingale
  Martingale (probability theory)
  In probability theory, a martingale is a model of a fair game where no knowledge of past events can help to predict future winnings. In particular, a martingale is a sequence of random variables for which, at a particular time in the realized sequence, the expectation of the next value in the...
  
   theory
• Problems of stochastic finance (monograph "The Essentials of Stochastic Finance", English and Russian editions)

External links

• A.N. Shiryaev at MSU .
• A.N. Shiryaev at RAS.